Razumikhin-type theorems for neutral stochastic functional differential equations

DOI10.1016/S0252-9602(09)60019-9zbMath1199.34432MaRDI QIDQ846827

Shaobo Zhou, Shigeng Hu

Publication date: 12 February 2010

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

exponential stabilityneutral stochastic functional differential equationRazumikhin-type theoremMarkovian chain

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40)

Related Items (14)

Razumikhin-type theorems on \(p\)th moment boundedness of neutral stochastic functional differential equations with Markovian switching ⋮ Stability of hybrid pantograph stochastic functional differential equations ⋮ Stability of nonlinear neutral stochastic functional differential equations ⋮ The Razumikhin approach on general decay stability for neutral stochastic functional differential equations ⋮ Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps ⋮ Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching ⋮ Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition ⋮ Exponential stability of numerical solution to neutral stochastic functional differential equation ⋮ Stability analysis of neutral stochastic delay differential equations via the vector Lyapunov function method ⋮ Noise suppresses exponential growth for neutral stochastic differential delay equations ⋮ Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion ⋮ Numerical approximation of nonlinear neutral stochastic functional differential equations ⋮ Robustness of hybrid neutral differential systems perturbed by noise ⋮ pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching

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